For whatever reason you may want to rename a VHD(X) file. To do so is quite straightforward (but will require a small amount of downtime):
1. Shut down the VM.
2. Remove the virtual disk (VHDX) from the VM.
3. Rename the file as required.
4. Use Hyper-V manager (or Cluster Manager) to reattach the renamed VHDX to the VM.
5. Boot…